Important notice

Due to unforeseen circumstances, the Bayesian Networks course will not be given in Spring semester 2017-2018. It is replaced by the course Reinforcement Learning. All students who have registered for the Bayesian Networks course are advised to follow the Reinforcement Learning course.

Description

Machine learning becomes a very hot topic in the last decade. Reinforcement learning, a type of machine learning, proves to be a powerful technique to help system autonomously make a decision. The basic idea of reinforcement learning is not to tell a learner which action to take, but to let a system analyze which action to take so as to maximize a reward signal.

In this course, we will discuss what is reinforcement learning, what are the key features that distinguish reinforcement learning from other approaches in machine learning, how to formulate a practical problem into a reinforcement learning problem formally, and how to analyze the performance of a reinforcement learning algorithm. The core techniques and approaches in reinforcement learning we are going to cover include the basic reinforcement learning; multi-armed bandits (which are a good problem to strengthen our understanding of reinforcement learning); Markov decision processes; dynamic programming; etc.

This course is designed to be a general introduction to the reinforcement learning theory and will provide students with a good starting point in the wide field of machine learning. Moreover, several guest lectures are provided in this course to show some cases of practical applications using reinforcement learning techniques, for example AlphaGo and Q learning for game.

Course objectives

After completing the reinforcement learning course, the students should be able to: